Journal of Financial Markets Vol. 8 No. 4 2005

Liquidity commonality and return co-movement

Ian Domowitz¹; Oliver Hansch^2,3; Xiaoxin Wang⁴

¹ ITG Inc., 380 Madison Ave., New York, NY 10017, USA · ² College of Business Administration · ³ Pennsylvania State University · ⁴ Southern Illinois University Carbondale

DOI

10.1016/j.finmar.2005.06.001

Volume

8

Issue

4

Pages

351-376

Language

en

Sources

crossref openalex

Cite

APA 7 MLA 9 Chicago (author–date) Harvard Elsevier Harvard (JFE, JBF…) The Accounting Review Academy of Management American Marketing Association INFORMS (Management Science) Copy citation Copied ✓